The blog is now migrated to http://scottge.net/2015/06/09/microsoft-azure-machine-learning-algorithm-cheat-sheet/
For a deeper discussion of the different types of machine learning algorithms and how they’re used, see How to choose an algorithm in Azure Machine Learning. For a list of all the machine learning algorithms available in Machine Learning Studio, see Initialize Model in the Machine Learning Studio Algorithm and Module Help. You can also find the documentation of all Machine Learning Studio Modules here.
Also see:
Azure Ml Cheat Sheet
The Azure Machine Learning Algorithm Cheat Sheet helps you choose the right algorithm from the designer for a predictive analytics model. Azure Machine Learning has a large library of algorithms from the classification, recommender systems, clustering, anomaly detection, regression, and text analytics families. Build responsible machine learning solutions. Access state-of-the-art responsible machine learning capabilities to understand, protect, and control your data, models, and processes. Explain model behavior during training and inferencing, and build for fairness by detecting and mitigating model bias.